ECBOT 30 Year Treasury Bond Future June 2023


Trading Metrics calculated at close of trading on 21-Mar-2023
Day Change Summary
Previous Current
20-Mar-2023 21-Mar-2023 Change Change % Previous Week
Open 131-26 131-07 -0-19 -0.5% 129-14
High 133-29 131-28 -2-01 -1.5% 133-16
Low 131-03 129-27 -1-08 -1.0% 128-07
Close 131-14 130-00 -1-14 -1.1% 132-23
Range 2-26 2-01 -0-25 -27.8% 5-09
ATR 2-09 2-08 -0-01 -0.7% 0-00
Volume 402,137 331,310 -70,827 -17.6% 3,510,256
Daily Pivots for day following 21-Mar-2023
Classic Woodie Camarilla DeMark
R4 136-21 135-12 131-04
R3 134-20 133-11 130-18
R2 132-19 132-19 130-12
R1 131-10 131-10 130-06 130-30
PP 130-18 130-18 130-18 130-12
S1 129-09 129-09 129-26 128-29
S2 128-17 128-17 129-20
S3 126-16 127-08 129-14
S4 124-15 125-07 128-28
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 147-10 145-10 135-20
R3 142-01 140-01 134-05
R2 136-24 136-24 133-22
R1 134-24 134-24 133-06 135-24
PP 131-15 131-15 131-15 132-00
S1 129-15 129-15 132-08 130-15
S2 126-06 126-06 131-24
S3 120-29 124-06 131-09
S4 115-20 118-29 129-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-29 129-01 4-28 3.8% 2-30 2.3% 20% False False 519,327
10 133-29 124-19 9-10 7.2% 2-29 2.2% 58% False False 575,042
20 133-29 122-22 11-07 8.6% 2-06 1.7% 65% False False 495,282
40 134-09 122-22 11-19 8.9% 1-26 1.4% 63% False False 256,167
60 134-16 122-22 11-26 9.1% 1-22 1.3% 62% False False 170,821
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-22
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 140-16
2.618 137-06
1.618 135-05
1.000 133-29
0.618 133-04
HIGH 131-28
0.618 131-03
0.500 130-28
0.382 130-20
LOW 129-27
0.618 128-19
1.000 127-26
1.618 126-18
2.618 124-17
4.250 121-07
Fisher Pivots for day following 21-Mar-2023
Pivot 1 day 3 day
R1 130-28 131-28
PP 130-18 131-08
S1 130-09 130-20

These figures are updated between 7pm and 10pm EST after a trading day.

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